Will this connect to my factory wiring harness?

Yes, this assembly is designed to work with your vehicle's existing electrical points. Your wiring runs through the integrated switch.

Do I need to wire in a relay, or is the switch self-contained?

The switch is self-contained. No additional relay wiring is required — it integrates directly with your vehicle's fog light circuit.

Can I replace just the bulbs, or do I have to buy the whole assembly?

You can replace the 5202 bulbs independently once installed. Standard 5202 replacements are available at any automotive parts store.